An estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insurance

DOI10.1155/2019/1393946MaRDI QIDQ2322262zbMATH OpenOpenAlexWikidataFDO

Authors Apollinaire Woundjiagué, Martin L. D. Mbele Bidima, Ronald Waweru Mwangi

Publication date 4 September 2019

Published in Advances in Fuzzy Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2019/1393946

Mathematics Subject Classification ID

Point estimation (62F10) Quadratic programming (90C20) Fuzziness, and linear inference and regression (62J86)

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Cites work

• scientific article; zbMATH DE number 3936330 (Why is no real title available?)
• scientific article; zbMATH DE number 42097 (Why is no real title available?)
• scientific article; zbMATH DE number 51639 (Why is no real title available?)
• Bootstrapping the separation method in claims reserving
• Claim reserving with fuzzy regression and Taylor's geometric separation method
• Fuzzy mathematical programming. Methods and applications
• Fuzzy probability and statistics.
• Fuzzy regression using asymmetric fuzzy coefficients and fuzzified neural networks
• Fuzzy sets
• Linear stochastic reserving methods
• Operations on fuzzy numbers
• Stochastic claims reserving methods in insurance
• The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)
• The concept of a linguistic variable and its application to approximate reasoning. I
• The concept of a linguistic variable and its application to approximate reasoning. II
• The concept of a linguistic variable and its application to approximate reasoning. III

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